+2.2%
ACM vs EPAM
-75.7%
+78.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +5.6% | +2.4% | +3.2% | +5.3% |
| 30D | +20.8% | +42.3% | -21.5% | +14.3% |
| 3M | +11.4% | +60.7% | -49.2% | +3.5% |
| 6M | +0.9% | +80.5% | -79.6% | -8.4% |
| YTD | -24.8% | -20.4% | -4.5% | -23.8% |
| 1Y | -46.4% | -9.6% | -36.8% | -46.7% |
| 3Y | -9.2% | -30.5% | +21.3% | -8.7% |
| All | +2.2% | -75.7% | +78.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling